Certainly. His travel bans have been challenged with varying degrees of success. Other EO's have been so meaningless that you can't "challenge" them because you need to find some specific way of showing that you've been harmed (or could be harmed) by the EO in order to have standing.

The way to think about (lawful) EO's is that a LOT of government regulation isn't set in law. The law gives a government agency the right to regulate an activity, so those regulations have the force of law, but aren't passed by Congress. The president, as chief executive, can order regulatory agencies that roll up to him to change their regulations. That's legal, though any regulation could be challenged in court.